When you use an instance of the Microsoft.SharePoint.WebControls.DateTimeControl in SharePoint (for example in a webpart), the locale will always be set to en-US, even if the web of user have specified a different locale.

To overcome this, you need to explicitly set the LocaleId property of the control to the correct locale.

DateTimeControl dtCtrl =new DateTimeControl();
dtCtrl.ID = "dtCtrl";
dtCtrl.LocaleId = (int)SPContext.Current.RegionalSettings.LocaleId;
this.Controls.Add(dtCtrl);

You should use SPContext.Current.RegionalSettings as this reflects the RegionalSettings for the current user (they might differ from the Web if the user modified this).